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dysonance / Strategems.jl

Quantitative systematic trading strategy development and backtesting in Julia
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Live Trading Connectors #1

Open sirinath opened 6 years ago

sirinath commented 6 years ago

Can you add live trading connectors also.

balupton commented 6 years ago

I am working on a webservice right now that places automated trades: https://github.com/balupton/automated-trading

Currently it is done by sending messages like {"atmarket": "stock", "call": "order", "symbol": "TSLA", "action": "buy"} to a URL like https://VALUE.cloudfunctions.net/parse?atuserid=VALUE which will place a buy order on TSLA on all configured stock exchanges for that user. Currently it uses Trading View strategies as the alert mechanism. The goal is to turn it into a user-facing web service.

I've been keeping an eye on this repository as a way of sending alerts into my system. Would be great to accomplish it, as it seems Trading View can be a bit fragile for this use case.

dysonance commented 6 years ago

@balupton Great to hear this project could be of some help to you. I don't think this feature is out of the question by any means. I would love to add this functionality. One of the next big items on my todo list for this package is to formalize an Order type to allow more general methods to interact with the Strategy and Portfolio objects, and I think a natural extension of this Order type would be to allow the sending of order messages to webservices like yours. Let's discuss this more so I have a better idea of how it would be best to design the code to allow this functionality in the future.

dysonance commented 6 years ago

Also @sirinath let me know if there are any specific live trading connectors would be most helpful to add, both for you and in your opinion for the wider user base as a whole. Would be great to get some insight into how to best make these connectors interface with their respective API's. In other words, would it be best to do a general URL message-sending setup as @balupton is suggesting, and/or are are there other ways that would be ideal?

sirinath commented 6 years ago

Interactive Brokers API would be one. Also FIX and other protocols

uwbanjoman commented 5 years ago

sirinath I found this: A Julia implementation of Interactive Brokers API @ https://github.com/lbilli/Jib.jl

skanskan commented 3 years ago

Bitcoin trading would also be great.